BSBR · Expected Move
BANCO SANTANDER (BRASIL) SA
The expected move for BSBR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BSBR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BSBR Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$1.32
30-Day ATM IV
81.4%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to BSBR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BSBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.32 | $1.32 | 81.4% | 9% |
| 20261021 | $3.33 | $3.33 | — | — |
| 20261020 | $3.12 | $3.12 | 54.9% | 4% |
| 20261019 | $3.10 | $3.10 | 56.0% | 4% |
| 20261016 | $3.12 | $3.17 | — | — |
| 20261015 | $3.15 | $3.20 | — | — |
| 20261014 | $3.18 | $3.23 | — | — |
| 20261013 | $3.23 | $3.20 | — | — |
| 20261012 | $3.28 | $3.30 | — | — |
| 20261009 | $3.35 | $3.38 | — | — |
| 20261008 | $3.30 | $3.38 | — | — |
| 20261007 | $0.97 | $3.42 | — | — |
| 20261006 | $3.38 | $0.95 | — | — |
| 20261005 | $3.20 | $3.25 | — | — |
| 20261002 | $3.00 | $3.00 | — | — |
| 20261001 | $0.80 | $0.80 | 88.9% | 10% |
| 20260930 | $2.90 | $2.90 | 64.8% | 5% |
| 20260929 | $3.25 | $3.25 | 49.6% | 2% |
| 20260928 | $3.25 | $3.25 | — | — |
| 20260925 | $3.27 | $3.27 | — | — |
| 20260924 | $3.08 | $3.08 | — | — |
| 20260923 | $1.12 | $1.12 | 52.3% | 3% |
| 20260922 | $2.95 | $2.95 | — | — |
| 20260921 | $3.48 | $3.48 | — | — |
| 20260918 | $3.33 | $3.33 | — | — |
| 20260917 | $3.42 | $3.42 | — | — |
| 20260916 | $3.22 | $3.38 | — | — |
| 20260915 | $3.27 | $0.95 | — | — |
| 20260914 | $1.05 | $0.95 | — | — |
| 20260911 | $3.50 | $3.48 | — | — |
| 20260910 | $1.07 | $0.90 | — | — |
| 20260909 | $1.30 | $3.38 | — | — |
| 20260908 | $1.50 | $3.52 | 61.8% | 5% |
| 20260904 | $3.38 | $3.48 | 263.2% | 45% |
| 20260903 | $3.40 | $1.00 | — | — |
| 20260902 | $3.33 | $3.33 | — | — |
| 20260901 | $0.83 | $0.83 | — | — |
| 20260831 | $3.38 | $3.38 | — | — |
| 20260828 | $3.30 | $3.30 | — | — |
| 20260827 | $1.32 | $1.32 | 87.2% | 10% |
| 20260826 | $1.38 | $1.38 | 85.1% | 9% |
| 20260825 | $3.40 | $3.40 | — | — |
| 20260824 | $3.30 | $3.30 | — | — |
| 20260821 | $1.27 | $3.25 | 70.3% | 7% |
| 20260820 | $3.12 | $3.10 | — | — |
| 20260819 | $1.27 | $3.17 | 78.4% | 8% |
| 20260818 | $1.25 | $0.75 | 73.6% | 7% |
| 20260817 | $3.33 | $0.85 | — | — |
| 20260814 | $3.30 | $0.88 | 101.8% | 12% |
| 20260813 | $3.25 | $1.20 | 102.8% | 13% |
| 20260812 | $3.35 | $3.27 | — | — |
| 20260811 | $1.07 | $3.27 | 533.6% | 95% |
| 20260810 | $3.48 | $3.42 | 517.8% | 92% |
| 20260806 | $3.52 | $3.38 | 429.6% | 75% |
| 20260805 | $3.35 | $3.35 | — | — |
| 20260804 | $0.88 | $0.88 | — | — |
| 20260803 | $3.27 | $3.27 | — | — |
| 20260731 | $3.70 | $3.70 | — | — |
| 20260730 | $2.70 | $2.70 | — | — |
| 20260729 | $0.85 | $0.85 | 37.2% | 0% |
More on BSBR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.